Why couldn't Old Testament believers go to glory when they died?
Because their sins were only covered, not atoned for; animal blood could not remove sin, only cover it. They had to wait for the true atoning work of the cross and the shedding of divine blood, after which their sins were atoned for and paradise was taken up into heaven.
Les explains that atonement is the at-one-ment, but no man can become one with God until he has experienced the resurrection power and the finished work of the cross, and that had not yet happened in Old Testament times. The blood of animals could not take away sin; it could only cover it. The Hebrew word translated Atonement, Kephar, meant to cover — the same idea as covering something with bitumen — so the Day of Atonement was not a day of removing Israel's sin but a covering. As David wrote in the Psalms, "Blessed is the man whose sins are covered"; they were not done away with, they could not be. That is why the Old Testament believer could not go into glory when he died — his sins were covered, not atoned for. They were waiting for the true atoning work of the cross. After the cross, after the supreme sacrifice, when the divine blood had been shed, their sins were atoned for, and God took paradise up into heaven.